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arXiv · 1201.4765

Stationarity of multivariate particle systems

Ilya Molchanov·Kaspar Stucki
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Abstract

A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation of the stationarity property. In particular, a full characterisation of stationary multivariate Brown-Resnick processes is given.

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Ilya Molchanov, Kaspar Stucki. 2013-11-04. Stationarity of multivariate particle systems. https://arxiv.org/abs/1201.4765

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